Time Series Analysis and Its Applications 2024 pdf epub mobi 電子書下載

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Time Series Analysis and Its Applications pdf epub mobi 著者簡介

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The fourth edition of this popular graduate textbook, like its predecessors, presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using nontrivial data illustrate solutions to problems such as discovering natural and anthropogenic climate change, evaluating pain perception experiments using functional magnetic resonance imaging, and monitoring a nuclear test ban treaty.

The book is designed as a textbook for graduate level students in the physical, biological, and social sciences and as a graduate level text in statistics. Some parts may also serve as an undergraduate introductory course. Theory and methodology are separated to allow presentations on different levels. In addition to coverage of classical methods of time series regression, ARIMA models, spectral analysis and state-space models, the text includes modern developments including categorical time series analysis, multivariate spectral methods, long memory series, nonlinear models, resampling techniques, GARCH models, ARMAX models, stochastic volatility, wavelets, and Markov chain Monte Carlo integration methods.

This edition includes R code for each numerical example in addition to Appendix R, which provides a reference for the data sets and R scripts used in the text in addition to a tutorial on basic R commands and R time series.An additional file is available on the book’s website for download, making all the data sets and scripts easy to load into R.

Time Series Analysis and Its Applications 2024 pdf epub mobi 電子書下載

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發表於2024-07-07

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碩士期間學過時間序列分析，重點在於希爾伯特空間視角下的時間序列，需要比較強的泛函水平，學的一塌糊塗。近日因為工作願意，需要利用時間序列分析進行一些分析建模，在quick R的主頁上鏈接到瞭本書的頁麵，隨即在互聯網上下到這本書的電子版，讀瞭一下導讀和要用到的幾個例子...

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這本書簡潔清晰，有充足但不多餘的例子和code。對初學者閤適，用作有基礎的人的參考書也閤適。美中不足的是3.6 estimation of ARMA parameters講的太混亂。如果隻需要對estimation算法有個概念，看analysis of financial time series 相應章節。time series初學者讀這本書的話...

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此書內容全麵且比較新，除瞭傳統內容（ARIMA,spectral analysis,state-space models）以外，還介紹瞭不少該領域中其他一些重要的topics或者新近的發展，諸如：GARCH,long-run memory process,threshold等。個人認為本書對ARIMA的介紹很好，第三章最後兩節用幾個例子介紹瞭Box-J...

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出版者:Springer

作者:Robert H. Shumway

出品人:

頁數:562

譯者:

出版時間:2017-4-11

價格:GBP 69.99

裝幀:Paperback

isbn號碼:9783319524511

叢書系列:Springer Texts in Statistics

圖書標籤: 數學計量經濟學 Statistics R 計量經濟計算機英文原版統計學